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Lecture 2

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14 views26 pages

Lecture 2

Uploaded by

niteenyadav8888
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATHEMATICS III

MATH F211
Semester I 2024-2025

Dr. Yasmeen Akhtar


BITS Pilani K K Birla Goa Campus

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Example: Check whether the IVPs are guaranteed to have a unique
solution or not.
1. (y 2)y 0 = x, y (0) = 2

2. y 0 = 4 + y 2 , y (0) = 1

3. y 0 = y 2/3 , y (0) = 1

4. y 0 = y 2/3 , y (0) = 0

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Recall:
Consider a first-order ODE y 0 = f (x, y ) with initial condition y (x0 ) = y0 .
If f (x, y ) and ∂∂ yf are continuous functions on some rectangle,

R = {(x, y ) : |x x0 | < a, |y y0 | < b},

that contains the point (x0 , y0 ). Then the initial value problem (IVP)
y 0 = f (x, y ) and y (x0 ) = y0 has a unique solution in some open interval
I = (x0 e, x0 + e), e > 0 contained in the interval |x x0 | < a.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


One parameter family of curves, General & Particular solution

Let us fix the value of x0 in Picard’s theorem, then the integral curve that
passes through (x0 , y0 ) is fully determined by the choice of y0 , and we get
a one-parameter family of curves: y = y (x, c)
where di↵erent choices of the parameter c give di↵erent curves in the
family.

The above family of curves y = y (x, c) is called the general solution


dy
of the di↵erential eqn. = f (x, y ).
dx

The integral curve that passes through (x0 , y0 ) corresponds to the value
of c for which y0 = y (x0 , c), say this number is c0 , then

the curve y = y (x, c0 ) is called the particular solution that satisfies


the initial condition at y = y0 when x = x0 .

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Remark
• An IVP can have more than one solution.
• Picard’s Theorem provides sufficient conditions for the existence and
uniqueness of a solution to a first-order IVP. These conditions,
however, are not necessary.
- If these conditions are not met, anything can happen.
- Just because these conditions are not met does not mean that
there is no unique solution.
Examples:

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
So far ...

• The general solution of a first-order di↵erential eqn normally


contains one arbitrary constant called a parameter.
• When this parameter is assigned various values, we obtain a
one-parameter family of curves.
• Each of these curves is a particular solution (we use the initial
condition at x0 to determine the value of c), or integral curve, of
the given di↵erential equation, and all of them together form its
general solution.

How about the converse?


Are the curves of any one-parameter family integral curves of some
first-order di↵erential equation?

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Procedure to find the di↵erential eqn of a family

Given one-parameter family: f (x, y , c) = 0


dy
Step 1 Di↵erentiate it w.r.t x to get g (x, y , , c) = 0.
dx
Step 2 Eliminate the parameter c from above two equations to
dx
obtain the di↵erential eqn. F (x, y , ) = 0
dy
Example: Consider the family of all circles tangent to the y -axis at the
origin, x 2 + y 2 = 2cx ———— (1)
dy
di↵erentiating w.r.t x gives 2x + 2y = 2c
dx
dy
i.e., x + y = c ———— (2)
dx
dy y2 x2
From (1) and (2), =
dx 2xy

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Orthogonal trajectories

The orthogonal trajectory is a family of curves that intersect another


family of curves at right angles i.e., each curve in either family is
orthogonal (perpendicular) to every curve in the other family.

Such families of mutually orthogonal curves occur in electrostatics, the


geometry of plane curves, applied mathematics, etc.
How to find the orthogonal trajectories of a given family of curves?
Step 1 Find a di↵erential eqn of the family.
dy dx
Step 2 Replace by to get the di↵ eqn of the orthogonal
dx dy
trajectories.
Step 3 Solve this new di↵erential eqn

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Example: Find the orthogonal trajectory of the family of curves
x 2 + y 2 = c 2.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Ex: Find the orthogonal trajectory of the family of curves x 2 + y 2 = 2cx.

Ex: What are the orthogonal trajectories of the family of curves y = cx 2 ?


sketch both families of curves.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Solution of First order di↵erential Eqn

It is very difficult to solve first order di↵erential equations. In. general,


there is no formula for obtaining the solution of y 0 = f (x, y ) in all cases.
However, there are certain standard types of first order equations for
which there exist methods of finding the solution. So let’s discuss some
of these types:
1. Variable separable equation
2. Homogeneous equation
3. Exact equation
4. Linear equation

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Variable Separable Equations

Recall:
A di↵erential eqn is said to be separable when it can be written as,
dy
= g (x)h(y )
dx
where g (x) and h(y ) are functions of x and y respectively.

Advantage: Since variables are separable, we can solve such equations by


dy
step 1 writing it in the separated form = g (x) dx
h(y )
step 2 then integrating it to get the general solution i.e.,
Z Z
dy
= g (x) dx + c
h(y )

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Example: Find the general solution of
dy
1. = sin2 (x y + 1)
dx
dy
2. = (4x + y + 1)2
dx
dy
3. x(x 2 4) =1
dx
dy
4. = e x +4y
dx

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)
Ex: For each of the following di↵erential equations, find the particular
solution that satisfies the given initial condition:
1. y 0 = xe x , y = 3 when x = 1

2. y 0 = 2 cos x, y = 1 when x = 0

3. y 0 = log x, y = 0 when x = e

Ex: Find the integral curve for y 0 = e 3x 2y


that passes through the point
(0, 0).

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Recall

A function f (x, y ) is called homogeneous of degree n if

f (tx, ty ) = t n f (x, y )

for all suitably restricted x, y , and t i.e., if we replace x and y by


tx and ty then t n factors out and the remaining factor is the original
function.

Ex:
1. x 2 + xy
2. sin(x/y )
xy + y
3.
x2 + y2
4. x cos(x/y )
5. x sin(x)

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Homogeneous Equations

The di↵erential equation is said to be homogeneous when it can be


written as,
M(x, y )dx + N(x, y )dy = 0
where M(x, y ) and N(x, y ) are homogeneous functions of the same
degree.

Advantage: We can write a homogeneous eqn in the form:


dy
= f (x, y ) (1)
dx
where f (x, y ) = M(x, y )/N(x, y ) is homogenous function of degree 0
i.e., f (tx, ty ) = t 0 f (x, y ) = f (x, y ). Now for t = 1/x, we get

f (x, y ) = (1/x)0 f (x, y ) = f (x/x, y /x) = f (1, y /x)

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Let z = y /x, that is y = zx so

dy dz
= z +x
dx dx
and (1) becomes
dz
z +x
= f (1, z)
dx
in which variables can be separated:
dz dx
=
f (1, z) z x

Now, we can solve such eqn by integrating and then replacing z with y /x.

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Example: Solve xy 0 = y + 2xe y /x

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Example: Solve
y dy y
1. x sin = y sin + x
x dx x
2. (x + y )dx (x y )dy = 0
3. x 2 y 0 = y 2 + 2xy
4. (1 + e x/y )dx + e x/y (1 x/y )dy = 0

Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)


Y. Akhtar, BITS Pilani, Goa MATH F211 (Mathematics III-Di↵erential Eqn)

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